/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2023 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
*/
using System;
using System.Linq;
using Python.Runtime;
using Newtonsoft.Json;
using System.Collections.Generic;
using QuantConnect.Data.UniverseSelection;
namespace QuantConnect.Data.Fundamental
{
///
/// The shares outstanding used to calculate the diluted EPS, assuming the conversion of all convertible securities and the exercise of warrants or stock options. It is the weighted average diluted share outstanding through the whole accounting PeriodAsByte. Note: If Diluted Average Shares are not presented by the firm in the Income Statement and Basic Average Shares are presented, Diluted Average Shares will equal Basic Average Shares. However, if neither value is presented by the firm, Diluted Average Shares will be null.
///
public class DilutedAverageShares : MultiPeriodField
{
///
/// The default period
///
protected override string DefaultPeriod => "TwelveMonths";
///
/// Gets/sets the OneMonth period value for the field
///
[JsonProperty("1M")]
public double OneMonth => FundamentalService.Get(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.EarningReports_DilutedAverageShares_OneMonth);
///
/// Gets/sets the TwoMonths period value for the field
///
[JsonProperty("2M")]
public double TwoMonths => FundamentalService.Get(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.EarningReports_DilutedAverageShares_TwoMonths);
///
/// Gets/sets the ThreeMonths period value for the field
///
[JsonProperty("3M")]
public double ThreeMonths => FundamentalService.Get(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.EarningReports_DilutedAverageShares_ThreeMonths);
///
/// Gets/sets the SixMonths period value for the field
///
[JsonProperty("6M")]
public double SixMonths => FundamentalService.Get(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.EarningReports_DilutedAverageShares_SixMonths);
///
/// Gets/sets the NineMonths period value for the field
///
[JsonProperty("9M")]
public double NineMonths => FundamentalService.Get(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.EarningReports_DilutedAverageShares_NineMonths);
///
/// Gets/sets the TwelveMonths period value for the field
///
[JsonProperty("12M")]
public double TwelveMonths => FundamentalService.Get(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.EarningReports_DilutedAverageShares_TwelveMonths);
///
/// Returns true if the field contains a value for the default period
///
public override bool HasValue => !BaseFundamentalDataProvider.IsNone(typeof(double), FundamentalService.Get(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.EarningReports_DilutedAverageShares_TwelveMonths));
///
/// Returns the default value for the field
///
public override double Value
{
get
{
var defaultValue = FundamentalService.Get(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.EarningReports_DilutedAverageShares_TwelveMonths);
if (!BaseFundamentalDataProvider.IsNone(typeof(double), defaultValue))
{
return defaultValue;
}
return base.Value;
}
}
///
/// Gets a dictionary of period names and values for the field
///
/// The dictionary of period names and values
public override IReadOnlyDictionary GetPeriodValues()
{
var result = new Dictionary();
foreach (var kvp in new[] { new Tuple("1M",OneMonth), new Tuple("2M",TwoMonths), new Tuple("3M",ThreeMonths), new Tuple("6M",SixMonths), new Tuple("9M",NineMonths), new Tuple("12M",TwelveMonths) })
{
if(!BaseFundamentalDataProvider.IsNone(typeof(double), kvp.Item2))
{
result[kvp.Item1] = kvp.Item2;
}
}
return result;
}
///
/// Gets the value of the field for the requested period
///
/// The requested period
/// The value for the period
public override double GetPeriodValue(string period) => FundamentalService.Get(TimeProvider.GetUtcNow(), SecurityIdentifier, Enum.Parse($"EarningReports_DilutedAverageShares_{ConvertPeriod(period)}"));
///
/// Creates a new empty instance
///
public DilutedAverageShares()
{
}
///
/// Creates a new instance for the given time and security
///
public DilutedAverageShares(ITimeProvider timeProvider, SecurityIdentifier securityIdentifier) : base(timeProvider, securityIdentifier)
{
}
}
}